mother.cpp

Uniform random number generators by Agner Fog, 2001 - 2007 randomc.zip contains a C++ class li

/************************** MOTHER.CPP ****************** AgF 2007-08-01 *
*  'Mother-of-All' random number generator                               *
*                                                                        *
*  This is a multiply-with-carry type of random number generator         *
*  invented by George Marsaglia.  The algorithm is:                      *
*  S = 2111111111*X[n-4] + 1492*X[n-3] + 1776*X[n-2] + 5115*X[n-1] + C   *
*  X[n] = S modulo 2^32                                                  *
*  C = floor(S / 2^32)                                                   *
*                                                                        *
*  Note:                                                                 *
*  This implementation uses 64-bit integers for intermediate             *
*  calculations. Works only on compilers that support 64-bit integers.   *
*                                                                        *
*